It's probably just stuck somewhat and you'll have to pull abit harder. There is a rubber seal on the edge of the taillight housing where it meets up with the back side windows that sometimes sticks. There is only two screws, a phillips (star) one located on the inside trough of the trunk near the weather stripping and a hand bolt (plastic) that you remove from underneath and inside the trunk area.
The wiring is attached to the bottom of the taillight housing with these push on clips (push onto round pegs) so don't pull as super hard on it. You have about a foot to a foot and a half 'play' in the wiring once the taillight housing is actually pulled out.
There are no clips holding the taillights down (no plastic ones) but just the two screws. Make sure you pull the housing back straight and not angled. The 'screw' that the hand bolt attaches to is inserted through the car's structure so that you can put that hand bolt on through the inside of the trunk (you will know what I mean when you see it).
Pull it straight out and try not to push the housing to the outside of the car when you pull it out. I am betting that they rubber seal is sticking. You can probably take a very small (thin) flathead screwdriver and work your way between the side back window and the taillight housing to break clear the rubber seal. Make sure you pry (lack of a better word) between the rubber seal and the window cause the rubber seal is attached to the actual taillight housing, not the window.
Hope this helps ya a bit.